A sports psychologist who has worked closely with Ian Thorpe for almost a decade says his coming out is the start of a new beginning for the retired athlete.

Thorpe revealed he was gay in an interview with Sir Michael Parkinson that aired last night, after years of scrutiny from the Australian public.

"I'm comfortable saying I am a gay man and I don't want young people to feel the same way that I did," Thorpe said last night.

Sports psychologist Deidre Anderson says Thorpe has had to "redefine" himself after being involved in sports since childhood.

"When you're involved in sport at such a young age, you almost skip over some of those life skills that we all take for granted," Ms Anderson said.

"So for Ian he had to really go back and explore himself and who he was and what his moral compass was all about and what his values were all about and really redefine him outside the water," she said.

She says he may be a resilient athlete, but outside the pool he can be vulnerable.

"It's a really, really difficult thing when you keep pushing away the one thing ... compromising the sort of values that you have as a person," she said.

"I know he's worked really hard to try and understand what those values are.

"He mentioned in the interview that honesty and integrity were two critical things, and if you can't be honest and have a level of integrity about yourself then the rest of the life that you're living is a facade."

In the interview, Thorpe also discussed his battle with depression, which he kept secret from his loved ones.